TRIO vs. COMT
TRIO (MC Trio Equity Buffered ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - TRIO is a Equity Hedged fund actively managed by ETF Architect, while COMT is a Commodities fund actively managed by iShares. Both are actively managed. Over the past year, TRIO returned 14.67% vs 47.51% for COMT. At a correlation of -0.07, they often move in opposite directions. TRIO charges 0.70%/yr vs 0.48%/yr for COMT.
Performance
TRIO vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, TRIO achieves a 5.46% return, which is significantly lower than COMT's 39.67% return.
TRIO
- 1D
- -0.17%
- 1M
- 1.73%
- YTD
- 5.46%
- 6M
- 6.09%
- 1Y
- 14.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- 0.78%
- 1M
- -4.35%
- YTD
- 39.67%
- 6M
- 39.06%
- 1Y
- 47.51%
- 3Y*
- 16.86%
- 5Y*
- 13.50%
- 10Y*
- 9.09%
TRIO vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TRIO MC Trio Equity Buffered ETF | 5.46% | 11.99% |
COMT iShares Commodities Select Strategy ETF | 39.67% | 5.95% |
Correlation
The correlation between TRIO and COMT is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.24 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2025 | -0.07 |
The correlation between TRIO and COMT shifts across timeframes, from -0.24 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TRIO vs. COMT — Risk / Return Rank
TRIO
COMT
TRIO vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MC Trio Equity Buffered ETF (TRIO) and iShares Commodities Select Strategy ETF (COMT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| TRIO | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.40 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 5.95 | -2.65 |
| Martin ratioReturn relative to average drawdown | 16.55 | 14.11 | +2.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRIO | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.24 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.64 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.35 | 0.20 | +1.14 |
Drawdowns
TRIO vs. COMT - Drawdown Comparison
The maximum TRIO drawdown since its inception was -9.88%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for TRIO and COMT.
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Drawdown Indicators
| TRIO | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.88% | -51.89% | +42.01% |
Max Drawdown (1Y)Largest decline over 1 year | -4.47% | -8.02% | +3.55% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.31% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -0.17% | -4.82% | +4.65% |
Average DrawdownAverage peak-to-trough decline | -0.79% | -24.07% | +23.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 3.38% | -2.49% |
Volatility
TRIO vs. COMT - Volatility Comparison
The current volatility for MC Trio Equity Buffered ETF (TRIO) is 1.01%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that TRIO experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRIO | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 7.37% | -6.36% |
Volatility (6M)Calculated over the trailing 6-month period | 4.77% | 18.80% | -14.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.14% | 21.29% | -15.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.71% | 21.06% | -10.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.71% | 18.89% | -8.18% |
TRIO vs. COMT - Expense Ratio Comparison
TRIO has a 0.70% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
TRIO vs. COMT - Dividend Comparison
TRIO's dividend yield for the trailing twelve months is around 8.54%, more than COMT's 5.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 5.54% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
TRIO MC Trio Equity Buffered ETF | 8.54% | 9.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TRIO and COMT have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (7.37%) compared to TRIO (1.01%). In terms of maximum drawdown, TRIO dropped -9.88% vs COMT's -51.89%.
On 1-year performance, COMT leads with 47.51% vs 14.67% for TRIO. On fees, COMT is cheaper at 0.48% per year. On volatility, TRIO has been the lower-risk option at 1.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, COMT has performed better with a 47.51% return vs 14.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.70% for TRIO.
TRIO has the higher dividend yield at 8.54%, compared with 5.54% for COMT.
TRIO is categorized as Equity Hedged, while COMT is Commodities. They also come from different issuers: ETF Architect and iShares. Their fees differ too: 0.70% for TRIO and 0.48% for COMT.
TRIO currently has the higher Sharpe Ratio (2.40 vs 2.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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